GLENMARK
Glenmark Pharmaceuticals
Historical option data for GLENMARK
20 Dec 2024 04:12 PM IST
| GLENMARK 26DEC2024 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.08
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 1541.65 | 87.65 | 12.60 | 21.42 | 11 | -6 | 40 | |||
| 19 Dec | 1540.80 | 75.05 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 18 Dec | 1524.70 | 75.05 | 3.75 | 33.03 | 12 | 0 | 50 | |||
| 17 Dec | 1514.10 | 71.3 | -30.55 | 39.72 | 22 | 5 | 50 | |||
| 16 Dec | 1551.35 | 101.85 | 30.25 | 39.61 | 37 | -2 | 45 | |||
| 13 Dec | 1518.15 | 71.6 | -14.45 | 30.52 | 1,522 | 40 | 53 | |||
| 12 Dec | 1535.05 | 86.05 | -0.95 | 31.17 | 4 | 0 | 13 | |||
| 11 Dec | 1526.40 | 87 | 2.05 | 32.94 | 1 | 0 | 13 | |||
| 10 Dec | 1542.65 | 84.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1514.15 | 84.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1528.10 | 84.95 | -7.50 | 22.71 | 1 | 0 | 13 | |||
| 5 Dec | 1544.65 | 92.45 | -10.70 | - | 1 | 0 | 12 | |||
| 4 Dec | 1548.65 | 103.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1559.40 | 103.15 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 1547.55 | 103.15 | 11.25 | - | 7 | -1 | 12 | |||
| 29 Nov | 1528.65 | 91.9 | 25.90 | 25.36 | 23 | 11 | 13 | |||
| 28 Nov | 1495.15 | 66 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1522.60 | 66 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1521.45 | 66 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1490.40 | 66 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1478.20 | 66 | -200.10 | 27.31 | 2 | 0 | 0 | |||
| 21 Nov | 1466.40 | 266.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1492.65 | 266.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1492.65 | 266.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1485.75 | 266.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1577.05 | 266.1 | - | 0 | 0 | 0 | ||||
For Glenmark Pharmaceuticals - strike price 1460 expiring on 26DEC2024
Delta for 1460 CE is 0.98
Historical price for 1460 CE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 87.65, which was 12.60 higher than the previous day. The implied volatity was 21.42, the open interest changed by -6 which decreased total open position to 40
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 75.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 75.05, which was 3.75 higher than the previous day. The implied volatity was 33.03, the open interest changed by 0 which decreased total open position to 50
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 71.3, which was -30.55 lower than the previous day. The implied volatity was 39.72, the open interest changed by 5 which increased total open position to 50
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 101.85, which was 30.25 higher than the previous day. The implied volatity was 39.61, the open interest changed by -2 which decreased total open position to 45
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 71.6, which was -14.45 lower than the previous day. The implied volatity was 30.52, the open interest changed by 40 which increased total open position to 53
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 86.05, which was -0.95 lower than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 13
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 87, which was 2.05 higher than the previous day. The implied volatity was 32.94, the open interest changed by 0 which decreased total open position to 13
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 84.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 84.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 84.95, which was -7.50 lower than the previous day. The implied volatity was 22.71, the open interest changed by 0 which decreased total open position to 13
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 92.45, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 103.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 103.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 103.15, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 91.9, which was 25.90 higher than the previous day. The implied volatity was 25.36, the open interest changed by 11 which increased total open position to 13
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 66, which was -200.10 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 0
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 266.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 266.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 266.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 266.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 266.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| GLENMARK 26DEC2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.35
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1541.65 | 3.45 | -1.45 | 36.09 | 346 | -45 | 228 |
| 19 Dec | 1540.80 | 4.9 | -2.30 | 36.83 | 252 | -25 | 275 |
| 18 Dec | 1524.70 | 7.2 | -3.55 | 33.64 | 293 | 2 | 301 |
| 17 Dec | 1514.10 | 10.75 | 4.60 | 33.31 | 591 | -34 | 300 |
| 16 Dec | 1551.35 | 6.15 | -5.85 | 34.57 | 644 | 39 | 347 |
| 13 Dec | 1518.15 | 12 | 3.30 | 30.11 | 5,900 | 120 | 313 |
| 12 Dec | 1535.05 | 8.7 | -1.60 | 29.11 | 190 | -7 | 194 |
| 11 Dec | 1526.40 | 10.3 | 1.40 | 29.61 | 276 | 29 | 200 |
| 10 Dec | 1542.65 | 8.9 | -5.30 | 30.58 | 521 | 29 | 171 |
| 9 Dec | 1514.15 | 14.2 | 2.45 | 30.33 | 232 | 32 | 142 |
| 6 Dec | 1528.10 | 11.75 | 1.00 | 28.01 | 193 | 12 | 105 |
| 5 Dec | 1544.65 | 10.75 | 0.00 | 29.60 | 218 | 2 | 92 |
| 4 Dec | 1548.65 | 10.75 | 0.40 | 29.12 | 233 | 36 | 93 |
| 3 Dec | 1559.40 | 10.35 | -1.05 | 29.59 | 95 | -2 | 59 |
| 2 Dec | 1547.55 | 11.4 | -7.00 | 29.91 | 99 | 11 | 62 |
| 29 Nov | 1528.65 | 18.4 | -9.60 | 29.63 | 108 | 28 | 51 |
| 28 Nov | 1495.15 | 28 | 3.45 | 31.42 | 36 | 14 | 23 |
| 27 Nov | 1522.60 | 24.55 | -2.25 | 32.77 | 11 | 6 | 9 |
| 26 Nov | 1521.45 | 26.8 | -12.05 | 33.30 | 2 | 1 | 4 |
| 25 Nov | 1490.40 | 38.85 | -12.40 | 35.70 | 2 | 3 | 4 |
| 22 Nov | 1478.20 | 51.25 | 6.25 | 36.99 | 3 | 1 | 2 |
| 21 Nov | 1466.40 | 45 | 29.70 | 30.72 | 1 | 0 | 0 |
| 20 Nov | 1492.65 | 15.3 | 0.00 | 2.71 | 0 | 0 | 0 |
| 19 Nov | 1492.65 | 15.3 | 0.00 | 2.71 | 0 | 0 | 0 |
| 18 Nov | 1485.75 | 15.3 | 0.00 | 2.18 | 0 | 0 | 0 |
| 12 Nov | 1577.05 | 15.3 | 6.58 | 0 | 0 | 0 | |
For Glenmark Pharmaceuticals - strike price 1460 expiring on 26DEC2024
Delta for 1460 PE is -0.10
Historical price for 1460 PE is as follows
On 20 Dec GLENMARK was trading at 1541.65. The strike last trading price was 3.45, which was -1.45 lower than the previous day. The implied volatity was 36.09, the open interest changed by -45 which decreased total open position to 228
On 19 Dec GLENMARK was trading at 1540.80. The strike last trading price was 4.9, which was -2.30 lower than the previous day. The implied volatity was 36.83, the open interest changed by -25 which decreased total open position to 275
On 18 Dec GLENMARK was trading at 1524.70. The strike last trading price was 7.2, which was -3.55 lower than the previous day. The implied volatity was 33.64, the open interest changed by 2 which increased total open position to 301
On 17 Dec GLENMARK was trading at 1514.10. The strike last trading price was 10.75, which was 4.60 higher than the previous day. The implied volatity was 33.31, the open interest changed by -34 which decreased total open position to 300
On 16 Dec GLENMARK was trading at 1551.35. The strike last trading price was 6.15, which was -5.85 lower than the previous day. The implied volatity was 34.57, the open interest changed by 39 which increased total open position to 347
On 13 Dec GLENMARK was trading at 1518.15. The strike last trading price was 12, which was 3.30 higher than the previous day. The implied volatity was 30.11, the open interest changed by 120 which increased total open position to 313
On 12 Dec GLENMARK was trading at 1535.05. The strike last trading price was 8.7, which was -1.60 lower than the previous day. The implied volatity was 29.11, the open interest changed by -7 which decreased total open position to 194
On 11 Dec GLENMARK was trading at 1526.40. The strike last trading price was 10.3, which was 1.40 higher than the previous day. The implied volatity was 29.61, the open interest changed by 29 which increased total open position to 200
On 10 Dec GLENMARK was trading at 1542.65. The strike last trading price was 8.9, which was -5.30 lower than the previous day. The implied volatity was 30.58, the open interest changed by 29 which increased total open position to 171
On 9 Dec GLENMARK was trading at 1514.15. The strike last trading price was 14.2, which was 2.45 higher than the previous day. The implied volatity was 30.33, the open interest changed by 32 which increased total open position to 142
On 6 Dec GLENMARK was trading at 1528.10. The strike last trading price was 11.75, which was 1.00 higher than the previous day. The implied volatity was 28.01, the open interest changed by 12 which increased total open position to 105
On 5 Dec GLENMARK was trading at 1544.65. The strike last trading price was 10.75, which was 0.00 lower than the previous day. The implied volatity was 29.60, the open interest changed by 2 which increased total open position to 92
On 4 Dec GLENMARK was trading at 1548.65. The strike last trading price was 10.75, which was 0.40 higher than the previous day. The implied volatity was 29.12, the open interest changed by 36 which increased total open position to 93
On 3 Dec GLENMARK was trading at 1559.40. The strike last trading price was 10.35, which was -1.05 lower than the previous day. The implied volatity was 29.59, the open interest changed by -2 which decreased total open position to 59
On 2 Dec GLENMARK was trading at 1547.55. The strike last trading price was 11.4, which was -7.00 lower than the previous day. The implied volatity was 29.91, the open interest changed by 11 which increased total open position to 62
On 29 Nov GLENMARK was trading at 1528.65. The strike last trading price was 18.4, which was -9.60 lower than the previous day. The implied volatity was 29.63, the open interest changed by 28 which increased total open position to 51
On 28 Nov GLENMARK was trading at 1495.15. The strike last trading price was 28, which was 3.45 higher than the previous day. The implied volatity was 31.42, the open interest changed by 14 which increased total open position to 23
On 27 Nov GLENMARK was trading at 1522.60. The strike last trading price was 24.55, which was -2.25 lower than the previous day. The implied volatity was 32.77, the open interest changed by 6 which increased total open position to 9
On 26 Nov GLENMARK was trading at 1521.45. The strike last trading price was 26.8, which was -12.05 lower than the previous day. The implied volatity was 33.30, the open interest changed by 1 which increased total open position to 4
On 25 Nov GLENMARK was trading at 1490.40. The strike last trading price was 38.85, which was -12.40 lower than the previous day. The implied volatity was 35.70, the open interest changed by 3 which increased total open position to 4
On 22 Nov GLENMARK was trading at 1478.20. The strike last trading price was 51.25, which was 6.25 higher than the previous day. The implied volatity was 36.99, the open interest changed by 1 which increased total open position to 2
On 21 Nov GLENMARK was trading at 1466.40. The strike last trading price was 45, which was 29.70 higher than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 0
On 20 Nov GLENMARK was trading at 1492.65. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 19 Nov GLENMARK was trading at 1492.65. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 18 Nov GLENMARK was trading at 1485.75. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 12 Nov GLENMARK was trading at 1577.05. The strike last trading price was 15.3, which was lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
